金程問(wèn)答
這道題p下降，pd不變的話應(yīng)該是senior value上升呀，為什么不選B呢
老師，net mark-to-market 和 gross mark-to-market感覺(jué)意思一樣，都是正敞口減去負(fù)敞口啊?
麻煩老師講解下這個(gè)題，而且為什么是VCC bear 信用風(fēng)險(xiǎn)呢
麻煩老師解答下這道題
老師?？级?6題沒(méi)有表呢。
Why here said SPV rating is lower ??
What is senior swap?
What is digital swap? 跟普通swap 有什麼分別
What is naive model? Is Merton model can only do one bond at the same time ?
還錢(qián)順序是 A interest - A principle -> b interest -> b principle -> c interest -> c principle 嗎？ Or return to abc interest first then abc principle?
Does WCL only measure credit risk? Or only market risk? Or both? Does EL only measure credit risk? Or only market risk? Or both? Does Credit VAR only measure credit risk? Or only market risk? Or both?
請(qǐng)老師解答第332題，謝謝
老師，請(qǐng)解答，謝謝！
請(qǐng)老師解答，謝謝！
請(qǐng)老師解答，謝謝
程寶問(wèn)答
